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IB

Last updated Mar 2, 2024

Asset Allocation


BNDW 15%ISTB 15%CNX1.L 15%CSPX.L 15%EIMI.L 15%MVOL.L 15%XT 10%BondBondEquityEquity
PositionCategory/SectorWeight
BNDW
Vanguard Total World Bond ETF
Total Bond Market

15%

ISTB
iShares Core 1-5 Year USD Bond ETF
Total Bond Market

15%

CNX1.L
iShares NASDAQ 100 UCITS ETF USD (Acc)
Large Cap Growth Equities

15%

CSPX.L
iShares Core S&P 500 UCITS ETF USD (Acc)
Large Cap Growth Equities

15%

EIMI.L
iShares Core MSCI EM IMI UCITS ETF
Emerging Markets Equities

15%

MVOL.L
iShares Edge MSCI World Minimum Volatility UCITS
Global Equities

15%

XT
iShares Exponential Technologies ETF
Large Cap Growth Equities

10%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in IB, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly


30.00%40.00%50.00%60.00%70.00%80.00%OctoberNovemberDecember2024FebruaryMarch
50.96%
78.49%
IB
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 6, 2018, corresponding to the inception date of BNDW

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
IB2.83%2.38%8.56%17.52%8.23%N/A
BNDW
Vanguard Total World Bond ETF
-1.05%-0.40%3.68%5.36%0.52%N/A
CNX1.L
iShares NASDAQ 100 UCITS ETF USD (Acc)
7.71%3.55%17.51%49.09%20.59%21.12%
CSPX.L
iShares Core S&P 500 UCITS ETF USD (Acc)
7.03%3.50%14.04%28.99%14.24%12.27%
EIMI.L
iShares Core MSCI EM IMI UCITS ETF
1.01%5.04%4.80%8.00%2.59%N/A
ISTB
iShares Core 1-5 Year USD Bond ETF
0.11%-0.04%3.43%5.50%1.47%1.54%
MVOL.L
iShares Edge MSCI World Minimum Volatility UCITS
3.19%0.74%7.40%12.40%5.85%7.44%
XT
iShares Exponential Technologies ETF
1.27%5.37%9.12%16.32%11.10%N/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.02%2.06%
2023-2.00%-3.16%-2.61%7.27%4.43%

Sharpe Ratio

The current IB Sharpe ratio is 2.32. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.32

The Sharpe ratio of IB lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50OctoberNovemberDecember2024FebruaryMarch
2.32
2.44
IB
Benchmark (^GSPC)
Portfolio components

Dividend yield

IB granted a 1.10% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
IB1.10%1.05%0.68%0.72%0.64%1.02%0.78%0.41%0.42%0.37%0.16%0.09%
BNDW
Vanguard Total World Bond ETF
3.89%3.73%2.02%2.58%1.56%3.05%1.66%0.00%0.00%0.00%0.00%0.00%
CNX1.L
iShares NASDAQ 100 UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CSPX.L
iShares Core S&P 500 UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EIMI.L
iShares Core MSCI EM IMI UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ISTB
iShares Core 1-5 Year USD Bond ETF
3.15%2.97%2.01%1.69%2.20%2.75%2.57%2.06%1.90%1.58%1.07%0.60%
MVOL.L
iShares Edge MSCI World Minimum Volatility UCITS
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XT
iShares Exponential Technologies ETF
0.41%0.41%0.78%0.84%0.77%1.55%1.44%0.97%1.37%1.34%0.00%0.00%

Expense Ratio

The IB has a high expense ratio of 0.21%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.47%
0.50%1.00%1.50%2.00%0.36%
0.50%1.00%1.50%2.00%0.18%
0.50%1.00%1.50%2.00%0.07%
0.50%1.00%1.50%2.00%0.06%
0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.44
IB
2.32
BNDW
Vanguard Total World Bond ETF
0.88
CNX1.L
iShares NASDAQ 100 UCITS ETF USD (Acc)
3.16
CSPX.L
iShares Core S&P 500 UCITS ETF USD (Acc)
2.57
EIMI.L
iShares Core MSCI EM IMI UCITS ETF
0.69
ISTB
iShares Core 1-5 Year USD Bond ETF
1.64
MVOL.L
iShares Edge MSCI World Minimum Volatility UCITS
1.65
XT
iShares Exponential Technologies ETF
1.20

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

BNDWISTBXTEIMI.LMVOL.LCNX1.LCSPX.L
BNDW1.000.740.11-0.010.090.06-0.01
ISTB0.741.000.150.070.140.100.04
XT0.110.151.000.590.490.630.59
EIMI.L-0.010.070.591.000.590.630.68
MVOL.L0.090.140.490.591.000.650.83
CNX1.L0.060.100.630.630.651.000.87
CSPX.L-0.010.040.590.680.830.871.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
IB
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the IB. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the IB was 22.77%, occurring on Oct 14, 2022. Recovery took 354 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-22.77%Dec 31, 2021205Oct 14, 2022354Mar 1, 2024559
-22.67%Feb 20, 202023Mar 23, 202073Jul 6, 202096
-10.24%Oct 2, 201860Dec 24, 201855Mar 13, 2019115
-5.77%Feb 16, 202114Mar 5, 202128Apr 15, 202142
-5.38%Sep 3, 202016Sep 24, 202012Oct 12, 202028

Volatility Chart

The current IB volatility is 2.31%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%OctoberNovemberDecember2024FebruaryMarch
2.31%
3.47%
IB
Benchmark (^GSPC)
Portfolio components
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